• 제목/요약/키워드: Optimality Conditions

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On the Bayesian Sequential Estiamtion Problem in k-Parameter Exponential Family

  • Yoon, Byoung-Chang;Kim, Jea-Joo
    • Journal of the Korean Statistical Society
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    • 제10권
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    • pp.128-139
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    • 1981
  • The Bayesian sequential estimation problem for k parameters exponential families is considered using loss related to the Fisher information. Tractable expressions for the Bayes estimator and the posterior expected loss are found, and the myopic or one-step-ahead stopping rule is defined. Sufficient conditions are given for optimality of the myopic procedure, and the myopic procedure is shown to be asymptotically optimal in all cases considered.

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선형 다변수 시스템에 있어서 시간비중 성능지수를 이용한 최적 상수 PIDM 궤한 제어기 (Optimal Constant PIDM Feedback Controller using Time Weighted Performance Index for Linear Multivariable Systems)

  • 권봉환;윤명중
    • 대한전기학회논문지
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    • 제36권5호
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    • pp.360-366
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    • 1987
  • The design problem of optimal constant PIDM (proportional-integral-derivative and measurable variable) feedback controller for linear time-invariannt systems is investigated with the time-weighted quadratic performance index. Necessary conditions for an optimality of the controller are derived and an algorithm for computing the optimal feedback gain is presented. It is shown via example that the design mithod using the time-weighted quadratic performance index improves the transient responses of the closed-loop system.

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경쟁환경에서의 비선형 가격정책 및 재고정책 (Competitive Nonlinear Quantity Discount and Inventory Policies)

  • 이경근
    • 한국경영과학회지
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    • 제19권2호
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    • pp.45-56
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    • 1994
  • This paper the profit maximizing order quantity model to the symmetric oligopoly consisting of sellers of a homogeneous product who compete with each other for the same potential buyers. Buyers are classified by type, each selecting an optimal purchase quantity in response to the nonlinear quantity discount pricing schedule given by the sellers. Symmetric equilibrium and the economic quantities that sellers must determine are analysed in a Cournot framework, which explicitly depend on the number of sellers. Economic implications are obtianed from the optimality conditions based on themarket share paraments which are used to characterize the competitior's marketing strategy.

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Betterment of The Tractor Frame Design Applying Computation Mechanics Approach

  • Koike, Masayuki
    • 한국농업기계학회:학술대회논문집
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    • 한국농업기계학회 1993년도 Proceedings of International Conference for Agricultural Machinery and Process Engineering
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    • pp.1212-1221
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    • 1993
  • The shape optimization procedure applying finite element method was carried out for the specific purpose of analysis of a tractor chassis frame. Minimization of the mass as an objective function is executed under multiple constrained conditions of nodal displacements and stresses. The optimization process executions were succeeded in converging into single optimum solution. Although mass reduction and stress alleviation were attained by 40% and 26 to 24% respectively , the geometry of the shape is so complicated for fabrication that the refinement of the geometry is of necessity.

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MULTIOBJECTIVE FRACTIONAL PROGRAMMING WITH A MODIFIED OBJECTIVE FUNCTION

  • Kim, Do-Sang
    • 대한수학회논문집
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    • 제20권4호
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    • pp.837-847
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    • 2005
  • We consider multiobjective fractional programming problems with generalized invexity. An equivalent multiobjective programming problem is formulated by using a modification of the objective function due to Antczak. We give relations between a multiobjective fractional programming problem and an equivalent multiobjective fractional problem which has a modified objective function. And we present modified vector saddle point theorems.

OPTIMAL CONTROL PROBLEMS FOR SEMILINEAR EVOLUTION EQUATIONS

  • Jeong, Jin-Mun;Kim, Jin-Ran;Roh, Hyun-Hee
    • 대한수학회지
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    • 제45권3호
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    • pp.757-769
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    • 2008
  • This paper deals with the existence of optimal controls and maximal principles for semilinear evolution equations with the nonlinear term satisfying Lipschitz continuity. We also present the necessary conditions of optimality which are described by the adjoint state corresponding to the linear equations without a condition of differentiability for nonlinear term.

파라메트릭 선형계획문제의 해법: 선형제약 경우 (A Method for Solving Parametric Nonlinear Programming Problems with Linear Constraints)

  • 양용준
    • 한국경영과학회지
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    • 제7권1호
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    • pp.11-16
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    • 1982
  • A method is described for the solution of a linearly constrained program with parametric nonlinear objective function. The algorithm proposed in this paper may be regarded as an extension of the simplex method for parametric linear programming. Namely, it specifies the basis at each stage such that feasibility ana optimality of the original problem are satisfied by the optimal solution of the reduced parametric problem involving only nonbasic variables. It is shown that under appropriate assumptions the algorithm is finite. Parametric procedures are also indicated for solving each reduced parametric problem by maintaining the Kuhn-Tucker conditions as the parameter value varies.

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NUMERICAL SOLUTION OF A KYNAMIC SHAPE CONTROL PROBLEM

  • Choi, Wan-Sik;Belbas, Stavros A.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.275-278
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    • 1995
  • In this paper, we consider a dynamic shape control problem with an example of controlling a flexible beam shape. Mathematical formulations are obtained by employing the Green's function approach. Necessary conditions for optimality are derived by considering the quadratic performance criteria. Numerical results for both of the dynamic and the static cases are obtained and compared.

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Design Criterion for Estimating Mean and Variance Functions

  • Lim, Yong B.
    • International Journal of Quality Innovation
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    • 제1권1호
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    • pp.32-37
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    • 2000
  • In an industrial process, the proper objective is to find the optimal operating conditions with minimum process variability around the target. Vining and Myers(1990) suggest to use the separate model for the mean response and the process varian linear predictor ${\tau}_i={\log}\;{\sigma}^2_i$ is unknown and should be estimated. Noting that the variance of $\hat{{\tau}_i}$ is heterogeneous, another appropriate D-optimality criterion $D_3$ based on the method of generalized least squares is proposed in this paper.

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On Bahadur Efficiency and Bartlett Adjustability of Quasi-LRT Statistics

  • Lee, Kwan-Jeh
    • Journal of the Korean Statistical Society
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    • 제27권3호
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    • pp.251-264
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    • 1998
  • When the LRT is not feasible, we define quasi-LRT(QLRT) as a modification of the LRT Under some appropriate conditions the QLRT shares Bahadur optimality and Bartlett Adjustability with the LRT. When we can find maximum likelihood estimator under the null parameter space but not under the unrestricted parameter space, our QLRT is Bahadur optimal as is the LRT We suggest the stopping rule of the Newton-Raphson iterations for constructing the QLRT statistics which are Bartlett adjustable.

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